47
H index
60
i10 index
10032
Citations
Geert Bekaert : Citation Profile
Columbia University (90% share) | RESEARCH PRODUCTION: 63 Articles 97 Papers 1 Books 1 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1991 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert. | Is cited by:
| Cites to:
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Main data
Where Geert Bekaert has published?
Recent works citing Geert Bekaert (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Dynamics of Variance Risk Premia, Investors Sentiment and Return Predictability. (2017). Violante, Francesco ; Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2017-10. Full description at Econpapers || Download paper | |
| 2018 | Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10. Full description at Econpapers || Download paper | |
| 2018 | Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). ben Latifa, Monia ; Khoufi, Walid . In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178. Full description at Econpapers || Download paper | |
| 2017 | Working Paper 291 - Regional Financial Integration and Economic Activity in Africa. (2017). Chuku, Chuku ; Akpan, Ekpo. In: Working Paper Series. RePEc:adb:adbwps:2403. Full description at Econpapers || Download paper | |
| 2017 | Misallocation and the Distribution of Global Volatility. (2017). Eden, Maya. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:592-622. Full description at Econpapers || Download paper | |
| 2017 | The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Coulibaly, Sionfou Seydou ; Gakpa, Lewis Landry. In: Research Papers. RePEc:aer:rpaper:rp_320. Full description at Econpapers || Download paper | |
| 2017 | Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa. (2017). Batuo, Michael ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/030. Full description at Econpapers || Download paper | |
| 2017 | What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265. Full description at Econpapers || Download paper | |
| 2017 | SYSTEMATIC RISK FACTORS AND STOCK RETURN VOLATILITY. (2017). Ali, Syed Kamran ; Ahmed, Ishtiaq ; Hashmi, Shujahat Haider. In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:265587. Full description at Econpapers || Download paper | |
| 2017 | Export Decision under Risk. (2017). Gaigne, Carl ; Disdier, Anne-Celia ; de Sousa, Jose . In: Working Papers. RePEc:ags:inrasl:265728. Full description at Econpapers || Download paper | |
| 2017 | Financial Development, Growth, and Crisis: Is There a Trade-Off?. (2017). Ouazad, Amine ; Loayza, Norman ; Ranciere, Romain. In: Working Papers. RePEc:apc:wpaper:2017-114. Full description at Econpapers || Download paper | |
| 2018 | “A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803. Full description at Econpapers || Download paper | |
| 2017 | Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers || Download paper | |
| 2017 | Volatility Forecasts Using Nonlinear Leverage Effects. (2017). Nakatsuma, Teruo ; McAlinn, Kenichiro ; Ushio, Asahi . In: Papers. RePEc:arx:papers:1605.06482. Full description at Econpapers || Download paper | |
| 2017 | Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. (2017). Chatsanga, Nonthachote ; Parkes, Andrew J. In: Papers. RePEc:arx:papers:1704.01174. Full description at Econpapers || Download paper | |
| 2017 | The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284. Full description at Econpapers || Download paper | |
| 2017 | Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977. Full description at Econpapers || Download paper | |
| 2018 | Risk Sensitive Portfolio Optimization with Regime-Switching. (2018). Bo, Lijun ; Yu, Xiang ; Liao, Huafu. In: Papers. RePEc:arx:papers:1712.05676. Full description at Econpapers || Download paper | |
| 2017 | Foreign Portfolio Investment and Economy: The Network Perspective. (2017). Hakeem, Muhammad Mohsin ; Suzuki, Ken-Ichi. In: Papers. RePEc:arx:papers:1712.10274. Full description at Econpapers || Download paper | |
| 2018 | Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925. Full description at Econpapers || Download paper | |
| 2018 | A Term Structure Model for Dividends and Interest Rates. (2018). Filipovi, Damir ; Willems, Sander. In: Papers. RePEc:arx:papers:1803.02249. Full description at Econpapers || Download paper | |
| 2018 | Classes of elementary function solutions to the CEV model. I. (2018). Melas, Evangelos. In: Papers. RePEc:arx:papers:1804.07384. Full description at Econpapers || Download paper | |
| 2018 | Quantitative approach to multifractality induced by correlations and broad distribution of data. (2018). Rak, Rafal ; Grech, Dariusz . In: Papers. RePEc:arx:papers:1805.11909. Full description at Econpapers || Download paper | |
| 2018 | A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Packham, Natalie ; Woebbeking, Fabian. In: Papers. RePEc:arx:papers:1807.11381. Full description at Econpapers || Download paper | |
| 2017 | The Discount to NAV of distressed German open-ended real estate funds. (2017). Schnejdar, Sebastian ; Sebastian, Steffen ; Woltering, Rene-Ojas ; Heinrich, Michael . In: ERES. RePEc:arz:wpaper:eres2017_160. Full description at Econpapers || Download paper | |
| 2017 | Nonlinear Analysis of Economic Growth, Public Debt and Policy Tools. (2017). Cai, Yifei. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:99-108. Full description at Econpapers || Download paper | |
| 2018 | Has Financial Liberalisation Promoted Economic Growth in Nigeria? Evidence from Auto-Regressive Distributed Lag (ARDL) Approach. (2018). Akpansung, Aniekan Okon ; Waziri, Shall Erinus. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:172-188. Full description at Econpapers || Download paper | |
| 2017 | On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636. Full description at Econpapers || Download paper | |
| 2017 | Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?. (2017). Guidolin, Massimo ; Caloiero, Elvira. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1763. Full description at Econpapers || Download paper | |
| 2017 | Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403. Full description at Econpapers || Download paper | |
| 2017 | Cross-Border Bank Flows and Monetary Policy: Implications for Canada. (2017). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo ; Paligorova, Teodora. In: Staff Working Papers. RePEc:bca:bocawp:17-34. Full description at Econpapers || Download paper | |
| 2017 | Which Model to Forecast the Target Rate?. (2017). van Oordt, Maarten . In: Staff Working Papers. RePEc:bca:bocawp:17-60. Full description at Econpapers || Download paper | |
| 2018 | Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement. (2018). Goldman, Elena ; Shen, Xiangjin . In: Staff Working Papers. RePEc:bca:bocawp:18-21. Full description at Econpapers || Download paper | |
| 2017 | Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454. Full description at Econpapers || Download paper | |
| 2017 | Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner. In: Working Papers Series. RePEc:bcb:wpaper:464. Full description at Econpapers || Download paper | |
| 2017 | International financial flows and the risk-taking channel. (2017). Natoli, Filippo ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17. Full description at Econpapers || Download paper | |
| 2018 | Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18. Full description at Econpapers || Download paper | |
| 2017 | Volatility Spillovers and Systemic Risk Across Economies: Evidence from a Global Semi-Structural Model. (2017). Gómez-Pineda, Javier ; Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1011. Full description at Econpapers || Download paper | |
| 2017 | Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Hurtado-Guarin, Jorge Luis ; Gamba-Santamaria, Santiago . In: Borradores de Economia. RePEc:bdr:borrec:983. Full description at Econpapers || Download paper | |
| 2017 | Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77. Full description at Econpapers || Download paper | |
| 2017 | Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35. Full description at Econpapers || Download paper | |
| 2017 | CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112. Full description at Econpapers || Download paper | |
| 2018 | ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:35-62. Full description at Econpapers || Download paper | |
| 2018 | ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:216:p:35-62. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2017 | Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25. Full description at Econpapers || Download paper | |
| 2017 | Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606. Full description at Econpapers || Download paper | |
| 2017 | Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628. Full description at Econpapers || Download paper | |
| 2018 | Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar. In: BIS Working Papers. RePEc:bis:biswps:713. Full description at Econpapers || Download paper | |
| 2017 | Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:3-46. Full description at Econpapers || Download paper | |
| 2017 | Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336. Full description at Econpapers || Download paper | |
| 2017 | Host countries’ growth opportunities and Chinas outward FDI. (2017). Shen, Jun ; Li, LI. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:31:y:2017:i:2:p:78-95. Full description at Econpapers || Download paper | |
| 2017 | Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach. (2017). Gupta, Rakesh ; Jithendranathan, Thadavillil ; Yang, Junhao . In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:134-162. Full description at Econpapers || Download paper | |
| 2017 | DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877. Full description at Econpapers || Download paper | |
| 2017 | Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540. Full description at Econpapers || Download paper | |
| 2017 | The open economy trilemma in Latin America: A three-decade analysis. (2017). de Mendonça, Helder ; da Silva, Igor ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:135-154. Full description at Econpapers || Download paper | |
| 2018 | FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334. Full description at Econpapers || Download paper | |
| 2017 | Estimating standard errors in spatial panel models with time varying spatial correlation. (2017). Davenport, Frank. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i::p:s155-s177. Full description at Econpapers || Download paper | |
| 2017 | Assessing the readiness of the BRICS grouping for mutually beneficial financial integration. (2017). Bonga-Bonga, Lumengo. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:e204-e219. Full description at Econpapers || Download paper | |
| 2017 | Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533. Full description at Econpapers || Download paper | |
| 2017 | Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947. Full description at Econpapers || Download paper | |
| 2017 | Skew and heavy-tail effects on firm performance. (2017). Makino, Shige ; Chan, Christine M. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:8:p:1721-1740. Full description at Econpapers || Download paper | |
| 2018 | Stochastic volatility and leverage effect in energy markets: evidence from high frequency data with VaR and CVaR risk analysis. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:952. Full description at Econpapers || Download paper | |
| 2017 | Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: Bank of England working papers. RePEc:boe:boeewp:0660. Full description at Econpapers || Download paper | |
| 2018 | The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:002. Full description at Econpapers || Download paper | |
| 2018 | The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002. Full description at Econpapers || Download paper | |
| 2018 | Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001. Full description at Econpapers || Download paper | |
| 2017 | Real effects of bank capital regulations : Global evidence. (2017). HASAN, IFTEKHAR ; Deli, Yota. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_023. Full description at Econpapers || Download paper | |
| 2017 | The effectiveness of unconventional monetary policy on risk aversion and uncertainty. (2017). Rompolis, Leonidas. In: Working Papers. RePEc:bog:wpaper:231. Full description at Econpapers || Download paper | |
| 2018 | Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07. Full description at Econpapers || Download paper | |
| 2017 | Equity Market Globalization and Portfolio Rebalancing. (2017). Kim, Kyungkeun ; Lee, Dongwon. In: Working Papers. RePEc:bok:wpaper:1717. Full description at Econpapers || Download paper | |
| 2018 | Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812. Full description at Econpapers || Download paper | |
| 2017 | Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7. Full description at Econpapers || Download paper | |
| 2017 | On the estimation of regime-switching Lévy models. (2017). Goutte, Stéphane ; Chevallier, Julien ; Stephane, Goutte ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4. Full description at Econpapers || Download paper | |
| 2017 | A model of the euro-area yield curve with discrete policy rates. (2017). Renne, Jean-Paul ; Jean-Paul, Renne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1. Full description at Econpapers || Download paper | |
| 2017 | Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price. (2017). Piotr, Kokoszka ; Ben, Zheng ; Hong, Miao . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:33-53:n:5. Full description at Econpapers || Download paper | |
| 2017 | Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476. Full description at Econpapers || Download paper | |
| 2017 | Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560. Full description at Econpapers || Download paper | |
| 2017 | Structural Reforms, Growth and Inequality: An Overview of Theory, Measurement and Evidence. (2017). Campos, Nauro ; Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6812. Full description at Econpapers || Download paper | |
| 2018 | Finance, Talent Allocation, and Growth. (2018). D'Acunto, Francesco ; Frsard, Laurent. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6883. Full description at Econpapers || Download paper | |
| 2018 | The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6982. Full description at Econpapers || Download paper | |
| 2018 | Systemic Crisis and Growth Revisited: Has the Global Financial Crisis Marked a New Era?. (2018). Westermann, Frank ; Steinkamp, Sven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7094. Full description at Econpapers || Download paper | |
| 2018 | Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Wischnewsky, Arina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7118. Full description at Econpapers || Download paper | |
| 2018 | The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127. Full description at Econpapers || Download paper | |
| 2017 | Five Essays on International Trade, Factor Flows and the Gains from Globalization. (2017). Heiland, Inga. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:74. Full description at Econpapers || Download paper | |
| 2017 | Makroökonomische Unsicherheit in Deutschland. (2017). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:06:p:41-50. Full description at Econpapers || Download paper | |
| 2017 | Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708. Full description at Econpapers || Download paper | |
| 2018 | Medida de aversión al Riesgo Mediante Volatilidades Implícitas Realizadas. (2018). Sagner, Andres ; Fernandois, Antonio ; alvarez, Nicolas . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:818. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20. Full description at Econpapers || Download paper | |
| 2017 | Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries. (2017). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek. In: Working Papers. RePEc:cnb:wpaper:2017/13. Full description at Econpapers || Download paper | |
| 2017 | Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015470. Full description at Econpapers || Download paper | |
| 2017 | The role of inflation-linked bonds. (2017). Westerhout, ED ; Ciocyte, Ona . In: CPB Discussion Paper. RePEc:cpb:discus:344. Full description at Econpapers || Download paper | |
| 2017 | Regime-dependent Assessment of Risk Concerning the International Aviation Inclusion Into the EU ETS. (2017). Wlodarczyk, Aneta. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:129-145. Full description at Econpapers || Download paper | |
| 2017 | The World We Live In: Local or Global?. (2017). Koedijk, Kees ; van Toor, Joris ; Horst, Jenke Ter ; Mahieu, Ronald J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11831. Full description at Econpapers || Download paper | |
| 2017 | Democracy and Credit �Democracy Doesn`t Come Cheap� But At Least Credit to Its Corporations Will Be. (2017). Ongena, Steven ; HASAN, IFTEKHAR ; Delis, Manthos. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11840. Full description at Econpapers || Download paper | |
| 2017 | Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Kearns, Jonathan ; Ferrari, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11918. Full description at Econpapers || Download paper | |
| 2017 | Deflating Inflation Expectations: The Implications of Inflations Simple Dynamics. (2017). Schoenholtz, Kermit ; Cecchetti, Stephen ; Kashyap, Anil K ; Hooper, Peter ; Feroli, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11925. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Geert Bekaert is editor of
| Journal | |
|---|---|
| Journal of Empirical Finance |
Geert Bekaert has edited the books:
| Year | Title | Type | Cited |
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Works by Geert Bekaert:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Globalization and Asset Returns In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 1995 | The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 28 |
| 2002 | Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 405 |
| 1998 | Regime Switches in Interest Rates.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 405 | paper | |
| 2010 | Inflation risk and the inflation risk premium In: Economic Policy. [Full Text][Citation analysis] | article | 50 |
| 1992 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 239 |
| 1991 | Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | paper | |
| 1995 | Time-Varying World Market Integration. In: Journal of Finance. [Full Text][Citation analysis] | article | 684 |
| 1994 | Time-Varying World Market Integration.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 684 | paper | |
| 1996 | Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance. [Full Text][Citation analysis] | article | 121 |
| 1995 | Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
| 2000 | Foreign Speculators and Emerging Equity Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 714 |
| 1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 714 | paper | |
| 1997 | Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 714 | paper | |
| 2001 | Expectations Hypotheses Tests In: Journal of Finance. [Full Text][Citation analysis] | article | 144 |
| 2000 | Expectations Hypotheses Tests.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 144 | paper | |
| 2007 | Global Growth Opportunities and Market Integration In: Journal of Finance. [Full Text][Citation analysis] | article | 112 |
| 2004 | Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
| 2008 | The Term Structure of Real Rates and Expected Inflation In: Journal of Finance. [Full Text][Citation analysis] | article | 198 |
| 2004 | The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 198 | paper | |
| 2004 | The term structure of real rates and expected inflation.(2004) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 198 | article | |
| 2007 | The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 198 | paper | |
| 2009 | International Stock Return Comovements In: Journal of Finance. [Full Text][Citation analysis] | article | 178 |
| 2006 | International Stock Return Comovements.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | paper | |
| 2008 | International stock return comovements.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | paper | |
| 2005 | International Stock Return Comovements.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | paper | |
| 2005 | International Stock Return Comovements.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 178 | paper | |
| 2014 | The Global Crisis and Equity Market Contagion In: Journal of Finance. [Full Text][Citation analysis] | article | 68 |
| 2014 | The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2003 | Equity Market Liberalization in Emerging Markets In: Journal of Financial Research. [Full Text][Citation analysis] | article | 85 |
| 2003 | Equity market liberalization in emerging markets.(2003) In: Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | article | |
| 2001 | Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Economic and Financial Integration in Europe In: ifo DICE Report. [Full Text][Citation analysis] | article | 0 |
| 2004 | Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 52 |
| 2006 | Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2010 | Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
| 2006 | Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2006 | Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 247 |
| 2005 | Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | paper | |
| 2007 | Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 247 | article | |
| 2006 | Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 78 |
| 2009 | Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
| 2005 | Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
| 2006 | Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
| 2006 | New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 162 |
| 2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
| 2005 | New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
| 2004 | New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
| 2010 | New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | article | |
| 2010 | What Segments Equity Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 49 |
| 2010 | What Segments Equity Markets?.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2009 | What Segments Equity Markets?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2011 | What Segments Equity Markets?.(2011) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
| 2010 | Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 44 |
| 2012 | Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | article | |
| 2010 | Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 2010 | Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2009 | Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2010 | Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 309 |
| 2010 | Risk, uncertainty and monetary policy.(2010) In: Research Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 309 | article | |
| 2013 | Risk, uncertainty and monetary policy.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 309 | paper | |
| 2013 | Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 309 | article | |
| 2012 | Risk, uncertainty and monetary policy.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 309 | paper | |
| 2010 | Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 309 | paper | |
| 2011 | Global crises and equity market contagion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 115 |
| 2011 | Global crises and equity market contagion.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
| 2011 | Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
| 2014 | Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College. [Full Text][Citation analysis] | paper | 2 |
| 2018 | International Financial Management In: Cambridge Books. [Citation analysis] | book | 0 |
| 1991 | Caloric Consumption in Industrializing Belgium In: The Journal of Economic History. [Full Text][Citation analysis] | article | 3 |
| 2009 | What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2016 | What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2014 | The VIX, the variance premium and stock market volatility In: Working Paper Series. [Full Text][Citation analysis] | paper | 91 |
| 2014 | The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | article | |
| 2013 | The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2016 | Political risk and international valuation In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 3 |
| 2001 | Emerging equity markets and economic development In: Journal of Development Economics. [Full Text][Citation analysis] | article | 183 |
| 2000 | Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 183 | paper | |
| 2002 | Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 72 |
| 2015 | Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2002 | Research in emerging markets finance: looking to the future In: Emerging Markets Review. [Full Text][Citation analysis] | article | 117 |
| 2003 | Emerging markets finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 235 |
| 2001 | Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 1994 | Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics. [Full Text][Citation analysis] | article | 34 |
| 1998 | Target zones and exchange rates:: An empirical investigation In: Journal of International Economics. [Full Text][Citation analysis] | article | 68 |
| 1996 | Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2013 | The European Union, the Euro, and equity market integration In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 41 |
| 2010 | The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2011 | The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2017 | Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 1997 | Emerging equity market volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 565 |
| 1995 | Emerging Equity Market Volatility.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 565 | paper | |
| 1997 | On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 169 |
| 1996 | On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation. [Citation analysis] This paper has another version. Agregated cites: 169 | paper | |
| 1996 | On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 169 | paper | |
| 2002 | Dating the integration of world equity markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 200 |
| 1998 | Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 200 | paper | |
| 2005 | Why stocks may disappoint In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 78 |
| 2000 | Why Stocks May Disappoint.(2000) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
| 2005 | Does financial liberalization spur growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 715 |
| 2004 | Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 715 | paper | |
| 2001 | Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 715 | paper | |
| 1993 | On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 123 |
| 1991 | On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
| 2002 | The dynamics of emerging market equity flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 149 |
| 1999 | The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | paper | |
| 2006 | Growth volatility and financial liberalization In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 205 |
| 2004 | Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 205 | paper | |
| 2007 | Uncovered interest rate parity and the term structure In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 86 |
| 2002 | Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 86 | paper | |
| 1997 | The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 76 |
| 1994 | The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues. [Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 1994 | The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2001 | Peso problem explanations for term structure anomalies In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 126 |
| 1997 | Peso problem explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
| 1997 | Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
| 2007 | Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 347 |
| 2006 | Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 347 | paper | |
| 2005 | Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 347 | paper | |
| 2010 | Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 38 |
| 2009 | Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2009 | Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2015 | Macroeconomic regimes In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 20 |
| 2011 | Macroeconomic Regimes.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2011 | Macroeconomic Regimes.(2011) In: 2011 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2013 | Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2015 | Macroeconomic regimes.(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2012 | Macroeconomic Regimes.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2011 | Financial Openness and Productivity In: World Development. [Full Text][Citation analysis] | article | 61 |
| 2009 | Financial Openness and Productivity.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
| 2014 | Flights to Safety In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 24 |
| 2012 | Flights to Safety.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2013 | Flights to Safety.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2015 | Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Macro Risks and the Term Structure of Interest Rates In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2007 | The determinants of stock and bond return comovements In: Working Paper Research. [Full Text][Citation analysis] | paper | 53 |
| 2009 | The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 2000 | Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters. [Full Text][Citation analysis] | chapter | 74 |
| 1998 | Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
| 2003 | How do Regimes Affect Asset Allocation? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Political Risk Spreads In: NBER Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2014 | Political risk spreads.(2014) In: Journal of International Business Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2015 | Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | On the Global Financial Market Integration “Swoosh” and the Trilemma In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 80 |
| 1996 | The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | article | |
| 1997 | Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 443 |
| 2000 | Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies. [Citation analysis] This paper has another version. Agregated cites: 443 | article | |
| 1999 | Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2004 | Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 1999 | International Asset Allocation with Time-Varying Correlations In: NBER Working Papers. [Full Text][Citation analysis] | paper | 53 |
| 1999 | Stock and Bond Pricing in an Affine Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2001 | Stock Return Predictability: Is it There? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 165 |
| 2003 | Market Integration and Contagion In: NBER Working Papers. [Full Text][Citation analysis] | paper | 392 |
| 2005 | Market Integration and Contagion.(2005) In: The Journal of Business. [Full Text][Citation analysis] This paper has another version. Agregated cites: 392 | article | |
| 2002 | International Asset Allocation With Regime Shifts In: Review of Financial Studies. [Citation analysis] | article | 506 |
| 1995 | Market Integration and Investment Barriers in Emerging Equity Markets. In: World Bank Economic Review. [Citation analysis] | article | 176 |
| 1995 | The contribution of speculators to effective financial markets. In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 1995 | The role of capital markets in economic growth In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
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